UBS Call 310 2FE 20.09.2024
/ CH1319901208
UBS Call 310 2FE 20.09.2024/ CH1319901208 /
| 2024-07-25 10:14:21 AM |
Chg.- |
Bid8:42:36 AM |
Ask8:42:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.98EUR |
- |
6.88
Bid Size: 750 |
7.03
Ask Size: 750 |
FERRARI N.V. |
310.00 EUR |
2024-09-20 |
Call |
Master data
| WKN: |
UM2KMB |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
310.00 EUR |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-02-01 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
7.47 |
| Intrinsic value: |
7.28 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.24 |
| Parity: |
7.28 |
| Time value: |
0.37 |
| Break-even: |
386.50 |
| Moneyness: |
1.23 |
| Premium: |
0.01 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.15 |
| Spread %: |
2.00% |
| Delta: |
0.93 |
| Theta: |
-0.10 |
| Omega: |
4.65 |
| Rho: |
0.44 |
Quote data
| Open: |
6.98 |
| High: |
6.98 |
| Low: |
6.98 |
| Previous Close: |
7.41 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.86% |
| 1 Month |
|
|
-22.01% |
| 3 Months |
|
|
-20.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.24 |
6.98 |
| 1M High / 1M Low: |
9.29 |
6.98 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
8.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
93.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
